+124.3%
TDG vs EXE
+97.7%
+26.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.6% |
| 7D | -1.9% | -3.1% | +1.3% | -1.3% |
| 30D | -7.7% | -0.9% | -6.8% | -7.6% |
| 3M | -9.3% | +9.6% | -18.9% | -11.0% |
| 6M | -9.4% | -11.6% | +2.2% | -7.6% |
| YTD | -14.3% | -12.6% | -1.7% | -12.7% |
| 1Y | -11.8% | +1.2% | -13.0% | -13.4% |
| 3Y | +52.0% | +18.0% | +33.9% | +43.2% |
| All | +124.3% | +97.7% | +26.6% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling